-15.3%
RIG vs TAP
-22.2%
+6.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.2% | +0.9% | +3.5% |
| 7D | +5.7% | +1.3% | +4.5% | +5.5% |
| 30D | -0.7% | +5.7% | -6.4% | -2.5% |
| 3M | -3.1% | -1.9% | -1.2% | -3.2% |
| 6M | -16.3% | +0.9% | -17.3% | -17.4% |
| YTD | +34.1% | -9.5% | +43.6% | +37.3% |
| 1Y | +38.2% | -9.0% | +47.1% | +40.8% |
| 3Y | -15.3% | -22.2% | +7.0% | -13.4% |
| All | -15.3% | -22.2% | +6.9% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling